Oh man that’s weird because I’ve been thinking about this exact thing this morning and you posted it. How weird is that? 
I’m thinking as long as it’s not the Showdown and you leave without killing all the targets, you keep all your Freelancer tools. If you did it on a Showdown, then you loose your tools I believe.
I hope someone can confirm because I need to crack on with this challenge as well.
You will lose your tools only if you leave an alerted level or a showdown (they’re only lost when you fail a campaign, not when you fail a mission). Leaving a “regular” level just alerts a couple others (which also means if there are no more un-alerted levels remaining in the syndicate, it will not have anything left to alert so you will not lose anything by doing that aside from the rewards for the current mission).
You can also leave without killing anyone. I farmed that challenge by repeatedly leaving the first two levels of the first syndicate without killing anyone while I was at 0 merces.
Make it customisable so we can put all our most-used gear in one place closer to the desk.
Does this mean that if I leave the last unaltered level without killing all targets, I can’t do it on any of the others without risking losing my tools, since all the rest are alerted?
Yes, since if you leave an alerted level it will fail the campaign.
So, it sounds like the smart strategy would be to get in another prestige to move that needle forward, and then once I have no items or Mercers, not bother buying or collecting anything and just leave every map I enter right away and tick off both the cold feet and sometimes good/shit challenges side by side until they’re done, and then start collecting again. I guess once I finish the sniper challenge, that’s what I’ll do.
Yeah just after activating prestige would be a good time to do those. But you don’t have to stop collecting stuff since you only lose equipment when you die: so you can just select syndicates with the usual piñata levels (Sgail and NY in particular), collect a bunch of weapons for your wall and leave with them. If you got some spare merces (from, like, the vault in NY) and you buy something from a vendor during a showdown, you can keep what you bought since your merces will only get halved when you’ll fail the campaign upon leaving.
That’s right, I forgot the weapons on the walls don’t leave. I guess I just won’t collect tools until they’re done.
Does it take any of your current Merces away if you exit an unalerted level?
Nah it doesn’t do anything but alerting other levels. The only merces you “lose” are the ones you would have gained if you had fulfilled the objectives instead of leaving.
That’s great, thanks for clarifying 
You know, I haven’t really tried this since the mode went live; does anyone know how the hell to access Silvio Caruso’s safe in the attic during Freelancer?
Just on something totally off this question, but does anyone know if there’s any other weapons, which are exclusive to 47’s inventory in Freelancer, but can’t be used in the Campaign? Not sure if I’ve missed any below?
The safe combination is not present in freelancer, the safe can be open only with an explosion.
ICA Impact Explosive and Assassin’s HWK21 Covert, some of the antique syringes and the Chloroform Flask.
I’ve tried explosions, it doesn’t work.
You know what, I didn’t know the ICA Impact Explosive and the Chloroform Flask were exclusive to the Freelancer weapon inventory.
Also, it’s strange that the Antique Emetic & Lethal Syringe can be used both in the Main Campaign and Freelancer, but the Antique Sedative Syringe is only available as part of the weapon inventory in Freelancer?
The chloroform is not exclusive to Freelancer, it can be found in NY (2 on the bottom floor), Sgail (near Janus) and Chongqing (ICA facility guard room) during the main missions and contracts.
Also there’s no difference between the “collector” versions of the equipment and the regular ones, they’re just the same things with a different name (well except for the coin, since there’s no way to tell yet), so I wouldn’t say they’re exclusives either :x
Aside from that the Eiffel-Tower-knife-which-doesn’t-look-like-the-Eiffel-Tower-at-all can’t be found outside of Freelancer AFAIK.
And please, for the 47th time, give us the MICRO PROXIMITY TASER outside of Freelancer!
My bad then, it’s probably bugged.
I interpreted it as 47’s inventory in the campaign vs 47’s inventory in freelancer.
Also, I think we don’t have the Janus’ Burial Dagger to equip in our inventory to use in the campaign/contracts, do we?